If you liked Econometric analysis of nonstationary data by Peter C. B. Phillips, start with Models, Methods, and Applications of Econometrics (1993), Econometrics 3 (1991), and Bayesian model selection and prediction with empirical applications (1992). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

Back to Econometric analysis of nonstationary data · Peter C. B. Phillips books in order

Recommended next reads

  1. 1 Models, Methods, and Applications of Econometrics 1993 · 420 pages · Peter C. B. Phillips · Same author
  2. 2 Econometrics 3 1991 · 290 pages · Peter C. B. Phillips · Same author
  3. 3 Bayesian model selection and prediction with empirical applications 1992 · Peter C. B. Phillips · Same author
  4. 4 Lectures on stationary and nonstationary time series 1989 · 178 pages · Peter C. B. Phillips · Same author
  5. 5 Bayes models and forecasts of Australian macroeconomic time series 1992 · Peter C. B. Phillips · Same author
  6. 6 Lectures on unit roots, cointegration and nonstationarity 1995 · 179 pages · Peter C. B. Phillips · Same author
  7. 7 Financial Econometric Modeling 2020 · 672 pages · Stan Hurn, Peter C. B. Phillips · Same author
  8. 8 Bayes methods for trending multiple time eries with an empirical application to the U. S. economy 1992 · Peter C. B. Phillips · Same author

Frequently asked questions

What should I read after Econometric analysis of nonstationary data?

BookOrb recommends Models, Methods, and Applications of Econometrics (1993), Econometrics 3 (1991), Bayesian model selection and prediction with empirical applications (1992), Lectures on stationary and nonstationary time series (1989), and Bayes models and forecasts of Australian macroeconomic time series (1992).

Are there books like Econometric analysis of nonstationary data?

Yes. The list on this page is ranked from the closest matches BookOrb has for Econometric analysis of nonstationary data.

Who wrote Econometric analysis of nonstationary data?

Econometric analysis of nonstationary data is by Peter C. B. Phillips.